The Application of Econophysics [E-Book] : Proceedings of the Second Nikkei Econophysics Symposium / edited by Hideki Takayasu.
Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrag...
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Full text |
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Personal Name(s): | Takayasu, Hideki, editor |
Imprint: |
Tokyo :
Springer,
2004
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Physical Description: |
X, 343 p. online resource. |
Note: |
englisch |
ISBN: |
9784431539476 |
DOI: |
10.1007/978-4-431-53947-6 |
Subject (LOC): |
- Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations
- Triangular Arbitrage in the Foreign Exchange Market
- Time-Scale Dependence of Correlations among Foreign Currencies
- Univariate and Multivariate Statistical Aspects of Equity Volatility
- Time Dependent Correlations and Response in Stock Market Data and Models
- Distributions and Long-Range Correlations in the Trading of US Stocks
- Time Evolution of Fractal Structure by Price-axis Scaling and Foreign Exchange Intervention Operations
- Preliminary Study on the Fluctuations of Daily Returns in Stock Market Based on Phase Transition Theory
- Physical Properties of the Korean Stock Market
- Correlation Coefficients between Stocks and those Distributions of Returns in the Tokyo Stock Exchange
- Epochs in Market Sector Index Data-Empirical or Optimistic
- Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous
- Patterns of Speculation in Real Estate and Stocks
- Generalized Technical Analysis. Effects of Transaction Volume and Risk
- Enhancement of the Prediction of Actual Market Prices by Modifying the Regularity Structure of a Signal
- New Complex Approach to Market Price Predictions
- Inferring of Trade Direction by Imbalance from Intra-Day Data
- Chaotic Structure in Intraday Data of JGB Futures Price
- Trend Identification and Financial Trading Strategy by Using Stochastic Trend Model with Markov Switching Slope Change and ARCH
- Pairs-Trading Strategy: Empirical Analysis in Japanese Stock Market
- Self-Modulation Processes in Financial Markets
- Deterministic and Stochastic Influences on Japan and US Stock and Foreign Exchange Markets. A Fokker-Planck Approach
- First-Passage Problem in Foreign Exchange Rate
- The Analysis of Financial Time Series Data by Independent Component Analysis
- Modeling Highly Volatile and Seasonal Markets! Evidence from the Nord Pool Electricity Market
- Statistical Properties of Commodity Price Fluctuations
- International Trade: Do Two Poles Attract Each Other
- Emergence of Power-Law Behaviors in Online Auctions
- Econophysics vs Cardiophysics: The Dual Face of Multifractality
- If the World were a Village of 100 Traders
- Market Simulation Displaying Multifractality
- Random Graph Herding Model - An Application for Emerging Country Currency Markets
- Multivariable Modeling on Complex Behavior of a Foreign Exchange Market
- Gibbs Measure and Markov Chain Modeling for Stock Markets
- Entropy in the Economy
- Investment Strategy Based on a Company Growth Model
- Growth and Fluctuations of Personal Income I
- Growth and Fluctuations of Personal (and Company’s) Income II
- A Model of High Income Distribution
- Ideal Gas-Like Distributions in Economics: Effects of Saving Propensity
- Enterprise Money System - An Ultimate Risk Hedge
- Visualization of Business Networks
- Bankruptcy Prediction Using Decision Tree
- Premium Forecasting of an Insurance Company
- A View from an Economist on Econo-physics
- A New Model of Labor Market Dynamics
- Formulating Social Interactions in Utility Theory of Economics
- Collective Behaviour and Diversity in Economic Communities: Some Insights from an Evolutionary Game
- A Complex Adaptive Model of Economic Production Networks.